-16.2%
LBRT vs ALLY
+64.4%
-80.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +13.8% | -2.1% | +16.0% | +15.4% |
| 30D | -32.4% | +2.0% | -34.4% | -33.8% |
| 3M | -39.9% | -13.3% | -26.6% | -34.9% |
| 6M | -60.8% | -9.9% | -51.0% | -58.9% |
| YTD | -29.3% | -13.5% | -15.7% | -25.4% |
| 1Y | -18.9% | -2.8% | -16.1% | -20.7% |
| 3Y | -28.0% | +63.4% | -91.4% | -51.4% |
| 5Y | +26.6% | -10.9% | +37.4% | +18.5% |
| All | -16.2% | +64.4% | -80.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling